معرفی
Björn Hagströmer is Professor of Finance and Director of Studies for the Postgraduate Programme at Stockholm Business School, Stockholm University. He earned his PhD from Aston Business School in 2010 and has been with SBS since then. His primary teaching responsibility is the course Financial Market Structure.
Research Focus: Hagströmer specializes in financial market microstructure, analyzing price formation, liquidity supply, and trading mechanisms. His work examines closing call auctions, high-frequency trading dynamics, bid-ask spread components, and information revelation in decentralized markets.
- Current projects include studies on market fragmentation, gold futures microstructure, and equity market information dissemination
- Recent publications explore volatility extensions in auctions, unbiased spread estimation, and network-based information flow analysis
Awards: Recipient of the 2017 De la Vega Prize for research on effective spread overestimation. His work appears in leading journals including Journal of Financial Economics and Journal of Finance.
Academic Leadership: Co-organizer of the Microstructure Exchange online seminar series and the 2017 Conference on the Econometrics of Financial Markets celebrating the 20th anniversary of Campbell-Lo-MacKinlay's influential work.
